Unwrapping all objects inside of the same UV space
well, after my short experience with blender i do believe UV unwrapping every single object would allow for more customisation.

You would be able to make better use of Textures and Maps (Normal, specular, etc.) while keeping a reasonable amount of control.

Furthermore, applying one UV Map to the whole room would certainly be messy. You would lose sight of what's what very quickly.

BTW I'm a beginner myself, so pls don't hate.

EDIT: Don't Game Engines also differentiate between objects (except maybe for complete static rooms etc.) ?